E-mini NASDAQ-100 Future June 2015

Trading Metrics calculated at close of trading on 11-Feb-2015

Day Change Summary
	Previous	Current
	10-Feb-2015	11-Feb-2015	Change	Change %	Previous Week
Open	4,211.25	4,272.50	61.25	1.5%	4,127.50
High	4,271.75	4,312.75	41.00	1.0%	4,256.25
Low	4,211.25	4,264.50	53.25	1.3%	4,084.25
Close	4,269.75	4,290.00	20.25	0.5%	4,221.00
Range	60.50	48.25	-12.25	-20.2%	172.00
ATR	58.96	58.20	-0.77	-1.3%	0.00
Volume	36	46	10	27.8%	200

Daily Pivots for day following 11-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,433.75	4,410.25	4,316.50
R3	4,385.50	4,362.00	4,303.25
R2	4,337.25	4,337.25	4,298.75
R1	4,313.75	4,313.75	4,294.50	4,325.50
PP	4,289.00	4,289.00	4,289.00	4,295.00
S1	4,265.50	4,265.50	4,285.50	4,277.25
S2	4,240.75	4,240.75	4,281.25
S3	4,192.50	4,217.25	4,276.75
S4	4,144.25	4,169.00	4,263.50

Weekly Pivots for week ending 06-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,703.25	4,634.00	4,315.50
R3	4,531.25	4,462.00	4,268.25
R2	4,359.25	4,359.25	4,252.50
R1	4,290.00	4,290.00	4,236.75	4,324.50
PP	4,187.25	4,187.25	4,187.25	4,204.50
S1	4,118.00	4,118.00	4,205.25	4,152.50
S2	4,015.25	4,015.25	4,189.50
S3	3,843.25	3,946.00	4,173.75
S4	3,671.25	3,774.00	4,126.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,312.75	4,179.25	133.50	3.1%	48.25	1.1%	83%	True	False	51
10	4,312.75	4,084.25	228.50	5.3%	56.00	1.3%	90%	True	False	43
20	4,312.75	4,039.00	273.75	6.4%	61.25	1.4%	92%	True	False	46
40	4,315.00	4,039.00	276.00	6.4%	55.00	1.3%	91%	False	False	33
60	4,321.00	4,039.00	282.00	6.6%	42.25	1.0%	89%	False	False	22
80	4,321.00	3,785.25	535.75	12.5%	33.75	0.8%	94%	False	False	17
100	4,321.00	3,722.75	598.25	13.9%	29.50	0.7%	95%	False	False	14
120	4,321.00	3,722.75	598.25	13.9%	25.25	0.6%	95%	False	False	12

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.95
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,517.75
2.618	4,439.00
1.618	4,390.75
1.000	4,361.00
0.618	4,342.50
HIGH	4,312.75
0.618	4,294.25
0.500	4,288.50
0.382	4,283.00
LOW	4,264.50
0.618	4,234.75
1.000	4,216.25
1.618	4,186.50
2.618	4,138.25
4.250	4,059.50

Fisher Pivots for day following 11-Feb-2015
Pivot	1 day	3 day
R1	4,289.50	4,278.25
PP	4,289.00	4,266.50
S1	4,288.50	4,254.75

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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